+713.6%
ONDS vs FSLR
+9.6%
+704.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.4% | -2.3% |
| 7D | -4.2% | +0.2% | -4.5% | -4.4% |
| 30D | -21.7% | -15.1% | -6.6% | -15.8% |
| 3M | -24.5% | -22.5% | -1.9% | -15.7% |
| 6M | -25.0% | +4.0% | -29.0% | -24.5% |
| YTD | -25.3% | -22.3% | -3.1% | -17.2% |
| 1Y | +33.8% | 0.0% | +33.7% | +34.8% |
| All | +713.6% | +9.6% | +704.0% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling